Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,246 CHF | 253,271 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,980 CHF | 253,005 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,817 CHF | 252,842 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,682 CHF | 252,707 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,742 CHF | 252,767 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,375 CHF | 252,380 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,212 CHF | 252,212 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,093 CHF | 252,093 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,666 CHF | 251,666 CHF | 99.84% | 99.84% |
02/05/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,544 CHF | 251,544 CHF | 100.00% | 100.00% |